Until the Colorado replacement debuts, expect GM to continue offering the S-10/Sonoma ZR2 pickup. These models are priced $7500 over a base S-10, but include roughly $5500 in upgrades, plus the ZR2's special axles, frame, wheels, tires, suspension, and for '02, decals! If you want factory strength with warranty, this is the way.
The Dodge Dakota offers a good on-road group (R/T) but no off-road package. Some benefits come from a limited-slip and skidplates for $400. Look into the sport group, which includes 265/70-16s on 8-in. alloys, a rear anti-roll bar, and fender flares for $465.
The Mazda truck (the Ranger's brother) offers an off-road package for $1305, with the same wheels, tires, seats, and so on as the Ranger FX4. The Mazda version also includes sidesteps, compass/outside temp, and requires tilt/cruise/etc. for $695, but comes in just one color: Platinum Frost.
The Nissan Frontier has no off-road package, though a PreRunner 2WD offers the impression it might. A limited-slip is standard on some versions.
The Toyota Tacoma TRD has an off-road package, though not on all models, with 30 percent of 4WDs and 37 percent of PreRunners so equipped. This includes progressive front coils, Bilstein shocks (Tokico on DoubleCab), alloy wheels with 265/70-16s, larger anti-roll bar, genuine locking rear differential, fender flares, and wallpaper--all for $1380 (it costs less on some PreRunners). The locking rear differential is a stand-alone option (NA four-cylinder automatics), and at $340 is $50 less than the limited-slip in a RAV4. In our testing, we've found that although it's available in a 2WD, the locker works on 4WDs only when in low-range.